-100.0%
ZCMD vs ARWR
+181.4%
-281.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | 0.0% |
| 7D | -1.4% | +2.9% | -4.3% | -2.3% |
| 30D | -21.6% | -2.9% | -18.7% | -20.9% |
| 3M | -67.4% | +15.2% | -82.6% | -67.2% |
| 6M | -99.4% | +42.3% | -141.7% | -99.4% |
| YTD | -99.7% | +28.2% | -127.9% | -99.7% |
| 1Y | -99.9% | +213.2% | -313.1% | -99.9% |
| 3Y | -100.0% | +184.6% | -284.6% | -100.0% |
| All | -100.0% | +181.4% | -281.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling